cryptocurrency_arbitrage | Automated Trading program that detects pairwise | Cryptography library
kandi X-RAY | cryptocurrency_arbitrage Summary
kandi X-RAY | cryptocurrency_arbitrage Summary
A million dollars isn’t cool. You know what’s cool?. This is an automated trading program that detects pairwise and triangular arbitrage opportunities on altcoin/bitcoin exchanges. Compared to other bots out there, this one is fairly high-frequency (can trade up to once every 30 seconds or so). This one handles a lot of the nasty market microstructure calculations like order volume sizing in illiquid orderbooks, transaction fees, situations where an orderbook is reversed, etc. It is easily extendible to support more exchanges and strategies.
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Top functions reviewed by kandi - BETA
- Gather market data
- Tries to update broker balance
- Updates all balances
- Clear balances
- Start the bot
- Get the depth of a pair
- Validate the response
- Validate a pair
- Extract error message from result
- Get trade history
- Create Broker objects
- Scrape the main page
- Calculate the best order for a pair
- Get the depth of exchange
- Get the depth of the exchange
- Get the depth of a pair
- Place a new order
- This endpoint returns a list of transactions that can be used to retrieve transactions
- Compute the minimum volume of a pair
- Backtest function
- Tick the exchange
- Returns the highest bid price for a given exchange
- Compute the profit spread
- Calculate the minimum volume for a pair
- Submit an order
- List active orders
cryptocurrency_arbitrage Key Features
cryptocurrency_arbitrage Examples and Code Snippets
Community Discussions
Trending Discussions on Cryptography
QUESTION
I'm trying to achieve the exact opposite of this here where I need to sign a payload in Python using ECDSA and be able to verify the signature in JS.
Here is my attempt, but I'm pretty sure I'm missing something with data transformation on either or both ends.
(Key types are the same as in the answer provided to the question above)
I've tried some other variations but nothing worked so far.
(The verification on JS returns False)
Python:
...ANSWER
Answered 2022-Apr-10 at 18:16The main problem is that both codes use different signature formats:
sign_payload() in the Python code generates an ECDSA signature in ASN.1/DER format. The WebCrypto API on the other hand can only handle the IEEE P1363 format.
Since the Python Cryptography library is much more convenient than the low level WebCrypto API it makes sense to do the conversion in Python code.
The following Python code is based on your code, but additionally performs the transformation into the IEEE P1363 format at the end:
QUESTION
In .NET 6 code from How can I SHA512 a string in C#?
...ANSWER
Answered 2021-Nov-27 at 16:16In my case I was using RNGCryptoServiceProvider in .NET 5 but when I updated to .NET 6 I got the same warning. After reading about it in this issue I changed my code from this:
QUESTION
Based on the example provided here on how to establish a shared secret and derived key between JS (Crypto-JS) and Python, I can end up with the same shared secret and derived key on both ends.
However, when I try to encrypt as below, I cannot find a way to properly decrypt from Python. My understanding is that probably I am messing with the padding or salts and hashes.
...ANSWER
Answered 2022-Mar-28 at 11:29The issue is that the key is not passed correctly in the CryptoJS code.
The posted Python code generates LefjQ2pEXmiy/nNZvEJ43i8hJuaAnzbA1Cbn1hOuAgA= as Base64-encoded key. This must be imported in the CryptoJS code using the Base64 encoder:
QUESTION
Everytime I publish my Blazor Server-project to my website domain, and opening the website, this exception occurs, and there's little to no help Googling it:
And it says AppState.cs: line 21, so here's the codeline for it:
This exception is not happening under debugging localhost. When I delete localStorage from the browser on my website, and refreshing, then everything works. But I don't want my customers having this exception and having to tell them to delete the localstorage everytime I'm publishing.
My Program.cs if necessary:
...ANSWER
Answered 2022-Mar-16 at 13:16Try to set Load User Profile to true in your IIS app pool in the advanced settings.
see this answer, I hope that will help you!
QUESTION
I'm experimenting with Chaum's blind signature, and what I'm trying to do is have the blinding and un-blinding done in JavaScript, and signing and verifying in Java (with bouncy castle). For the Java side, my source is this, and for JavaScript, I found blind-signatures. I've created two small codes to play with, for the Java side:
...ANSWER
Answered 2021-Dec-13 at 14:56The blind-signature library used in the NodeJS code for blind signing implements the process described here:
BlindSignature.blind()generates the SHA256 hash of the message and determines the blind message m' = m * re mod N.BlindSignature.sign()calculates the blind signature s' = (m')d mod N.BlindSignature.unblind()determines the unblind signature s = s' * r-1 mod N.BlindSignature.verify()decrypts the unblind signature (se) and compares the result with the hashed message. If both are the same, the verification is successful.
No padding takes place in this process.
In the Java code, the implementation of signing the blind message in signConcealedMessage() is functionally identical to BlindSignature.sign().
In contrast, the verification in the Java code is incompatible with the above process because the Java code uses PSS as padding during verification.
A compatible Java code would be for instance:
QUESTION
We are trying to make a JWT token for Apple Search Ads using the KJUR jws library. We are using the API documents from Apple:
We are generating a private key (prime256v1 curve):
openssl ecparam -genkey -name prime256v1 -noout -out private-key.pem
Next we are generating a public key from the private key:
openssl ec -in private-key.pem -pubout -out public-key.pem
Next we setup the header and payload:
...ANSWER
Answered 2022-Mar-02 at 07:47The issue is caused by an incorrect import of the key.
The posted key is a PEM encoded private key in SEC1 format. In getKey() the key is passed in JWK format, specifying the raw private key d. The PEM encoded SEC1 key is used as the value for d. This is incorrect because the raw private key is not identical to the SEC1 key, but is merely contained within it.
To fix the problem, the key must be imported correctly. jsrsasign also supports the import of a PEM encoded key in SEC1 format, but then it also needs the EC parameters, s. e.g. here. For prime256v1 aka secp256r1 this is:
QUESTION
I trying to get the RSA signature as described in Annex A2.1 of EMV book 2. As I understand it was described in ISO9796-2 as scheme 1, option 1. So, the resulting signature should contain a Header equal to '6A' and a Trailer equal to 'BC'.
The algorithms ALG_RSA_SHA_ISO9796 and ALG_RSA_SHA_ISO9796_MR are the only suitable that I could find. But they acting like scheme 1, option 2 with a Trailer equal to '33cc'
Is it possible to get a signature with Trailer = 'BC'?
Javacard example code:
...ANSWER
Answered 2022-Feb-24 at 10:46You can generate such signature using Cipher.ALG_RSA_NOPAD in decrypt mode.
Pseudocode:
QUESTION
Hello I am trying to transfer a custom SPL token with the solana-wallet adapter. However i am having trouble getting the wallet's secret key/signing the transaction.
I've looked at these answers for writing the transfer code but i need to get the Singer and i have trouble figuring out how with solana-wallet adapter. These examples hardcode the secret key and since i'm using a wallet extension this is not possible.
How can you transfer SOL using the web3.js sdk for Solana?
How to transfer custom token by '@solana/web3.js'
according to this issue on the webadapter repo https://github.com/solana-labs/wallet-adapter/issues/120 you need to:
- Create a @solana/web3.js Transaction object and add instructions to it
- Sign the transaction with the wallet
- Send the transaction over a Connection
But i am having difficulty finding examples or documentation as to how to do step 1 and 2.
...ANSWER
Answered 2021-Dec-06 at 13:51So i found a way to do this, it requires some cleanup and error handling but allows for a custom token transaction via @solana/wallet-adapter.
QUESTION
I have a base64-encoded public key in DER format. In Python, how can I convert it into a COSE key?
Here is my failed attempt:
...ANSWER
Answered 2022-Jan-01 at 07:49The posted key is an EC key for curve P-256 in X.509 format.
With an ASN.1 parser (e.g. https://lapo.it/asn1js/) the x and y coordinates can be determined:
QUESTION
I'm switching from the pure Python ecdsa library to the much faster coincurve library for signing data. I would also like to switch to coincurve for verifying the signatures (including the old signatures created by the ecdsa library).
It appears that signatures created with ecdsa are not (always?) valid in coincurve. Could someone please explain why this is not working? Also, it seems that cryptography library is able to validate both ecdsa signatures and coincurve signatures without issues, consistently.
What is even more confusing, if you run below script a few times, is that sometimes it prints point 3 and other times it does not. Why would coincurve only occasionally find the signature valid?
ANSWER
Answered 2021-Dec-25 at 14:41Bitcoin and the coincurve library use canonical signatures while this is not true for the ecdsa library.
What does canonical signature mean?
In general, if (r,s) is a valid signature, then (r,s') := (r,-s mod n) is also a valid signature (n is the order of the base point).
A canonical signature uses the value s' = -s mod n = n - s instead of s, i.e. the signature (r, n-s), if s > n/2, s. e.g. here.
All signatures from the ecdsa library that were not been successfully validated by the coincurve library in your test program have an s > n/2 and thus are not canonical, whereas those that were successfully validated are canonical.
So the fix is simply to canonize the signature of the ecdsa library, e.g.:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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No vulnerabilities reported
Install cryptocurrency_arbitrage
You can use cryptocurrency_arbitrage like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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